Tweet Sentiment Index for the Forex and Stock Market

Tweet Sentiment Analysis is a website (tweetsentiments.com) that analyses tweets for a given keyword. It uses Support Vector Machines algorithm and a natural language processing tool (NLP) to determine whether a tweet's sentiment is positive, negative or neutral. Support Vector Machines is a learning algorithm that is mainly used in classification problems.

Given the number of positive, negative and neutral tweets for the specified keyword (tweets that contains this keyword), a sentiment index is calculated. This sentiment index as well as the number of positive and negative tweets are downloaded by this trading item.
In the "keyword" tab, you can specify one or several keywords you want to get their sentiment indices and the item will get this data and associate it with new symbols. Example: for the keyword "Stock Market", the item will create a new ticker symbol "^tweetsen_stock_market" and a new database called "tweetsentiment".

The close price of this symbol will get the sentiment index. This sentiment index is also stored in the "tweetsentiment" database along with the number of positive, negative and neutral tweets. "tweetsentiment" is an intraday database and therefore the sentiment index is stored in an intraday and historical (quotes) databases.

To collect data, you can run this item one or several times per day. You can set keywords such as "Stock Market", "Forex"... in the "keyword" tab to get the general investors/traders sentiment or you can set specific stock symbols ($GOOG, $YHOO) or Forex currencies ($EURUSD). When setting an asset symbol you should precede it by the dollar symbol.

If you want to download tweets data for your favorite securities use StockTwits and Forex Tweets.

----------------------------------------------------------------------------------------------------
This downloader no longer works. Tweetsentiments became a private product.
----------------------------------------------------------------------------------------------------

Technical Analysis

• Commodity Selection Index
• Dynamic Bucket Range Mask
• Moving Average States Indicator
• Day of week and Week number function
• Vary the Start Date of a Trading System Simulation
• Negative trend breakout list (SMA100-based)
• Volatility Ratio - Technical Indicator
• Bollinger Bands + Market Timing Trading System
• TFS MBO
• Coefficient of Determination - R Squared - Time-Series Prediction
• More trading objects...

Fundamental Analysis

• Historical Earnings Surprise, EPS and Consensus Data
• Index Investment Data for U.S. Futures Markets
• Next Earnings Release In Days
• Income Statement & Growth
• Consumer Price Index - Historical data
• iShares ETFs - Class, Total Net Assets, Inception Date and Number/Top Holdings
• Profitability Ratios
• Economic events surprise
• High Short Selling Activity
• Short Indicator
• More trading objects...